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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8332	223.31***
γ leverage Additional response to negative shocks	0.1824	43.32***
λ₁ tau intercept Baseline long-term coefficient	0.0081	4.14***
λ₂ forecast adj. Forecast performance sensitivity	0.0434	3.90***
λ₃ tau persistence Long-term factor persistence	0.9497	73.51***

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AEX-Index MF2-GARCH Volatility Analysis

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